CME Euro FX (E) Future March 2022
| Trading Metrics calculated at close of trading on 14-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2022 |
14-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0990 |
1.0915 |
-0.0075 |
-0.7% |
1.0928 |
| High |
1.1044 |
1.0990 |
-0.0054 |
-0.5% |
1.1123 |
| Low |
1.0902 |
1.0901 |
-0.0001 |
0.0% |
1.0807 |
| Close |
1.0907 |
1.0961 |
0.0054 |
0.5% |
1.0907 |
| Range |
0.0142 |
0.0089 |
-0.0053 |
-37.3% |
0.0316 |
| ATR |
0.0114 |
0.0113 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
149,314 |
10,265 |
-139,049 |
-93.1% |
1,981,346 |
|
| Daily Pivots for day following 14-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1178 |
1.1010 |
|
| R3 |
1.1128 |
1.1089 |
1.0985 |
|
| R2 |
1.1039 |
1.1039 |
1.0977 |
|
| R1 |
1.1000 |
1.1000 |
1.0969 |
1.1020 |
| PP |
1.0950 |
1.0950 |
1.0950 |
1.0960 |
| S1 |
1.0911 |
1.0911 |
1.0953 |
1.0931 |
| S2 |
1.0861 |
1.0861 |
1.0945 |
|
| S3 |
1.0772 |
1.0822 |
1.0937 |
|
| S4 |
1.0683 |
1.0733 |
1.0912 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1893 |
1.1716 |
1.1081 |
|
| R3 |
1.1577 |
1.1400 |
1.0994 |
|
| R2 |
1.1261 |
1.1261 |
1.0965 |
|
| R1 |
1.1084 |
1.1084 |
1.0936 |
1.1015 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0911 |
| S1 |
1.0768 |
1.0768 |
1.0878 |
1.0699 |
| S2 |
1.0629 |
1.0629 |
1.0849 |
|
| S3 |
1.0313 |
1.0452 |
1.0820 |
|
| S4 |
0.9997 |
1.0136 |
1.0733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1123 |
1.0850 |
0.0273 |
2.5% |
0.0138 |
1.3% |
41% |
False |
False |
326,542 |
| 10 |
1.1237 |
1.0807 |
0.0430 |
3.9% |
0.0132 |
1.2% |
36% |
False |
False |
300,554 |
| 20 |
1.1402 |
1.0807 |
0.0596 |
5.4% |
0.0111 |
1.0% |
26% |
False |
False |
255,123 |
| 40 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0095 |
0.9% |
22% |
False |
False |
222,527 |
| 60 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0087 |
0.8% |
22% |
False |
False |
194,681 |
| 80 |
1.1504 |
1.0807 |
0.0697 |
6.4% |
0.0083 |
0.8% |
22% |
False |
False |
167,366 |
| 100 |
1.1732 |
1.0807 |
0.0925 |
8.4% |
0.0079 |
0.7% |
17% |
False |
False |
134,088 |
| 120 |
1.1800 |
1.0807 |
0.0994 |
9.1% |
0.0074 |
0.7% |
16% |
False |
False |
111,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1368 |
|
2.618 |
1.1223 |
|
1.618 |
1.1134 |
|
1.000 |
1.1079 |
|
0.618 |
1.1045 |
|
HIGH |
1.0990 |
|
0.618 |
1.0956 |
|
0.500 |
1.0945 |
|
0.382 |
1.0934 |
|
LOW |
1.0901 |
|
0.618 |
1.0845 |
|
1.000 |
1.0812 |
|
1.618 |
1.0756 |
|
2.618 |
1.0667 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 14-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.1012 |
| PP |
1.0950 |
1.0995 |
| S1 |
1.0945 |
1.0978 |
|